I am aware that this question is rather high-level and may be vague. Please ask if you need any more details and I will try to edit.
I am using QuickFix with Python bindings to consume high-throughput market data from circa 30 markets simultaneously. Most of computing the work is done in separate CPUs via the multiprocessing module. These parallel processes are spawned by the main process on startup. If I wish to interact with the market in any way via QuickFix, I have to do this within the main process, thus any commands (to enter orders, for example) which come from the child processes must be piped (via an mp.Queue object we will call Q) to the main process before execution.
This raises the problem of monitoring Q, which must be done within the main process. I cannot use Q.get(), since this method blocks and my entire main process will hang until something shows up in Q. In order to decrease latency, I must check Q frequently, on the order of 50 times per second. I have been using the apscheduler to do this, but I keep getting Warning errors stating that the runtime was missed. These errors are a serious issue because they prevent me from easily viewing important information.
I have therefore refactored my application to use the code posted by MestreLion as an answer to this question. This is working for me because it starts a new thread from the main process, and it does not print error messages. However, I am worried that this will cause nasty problems down the road.
I am aware of the Global Interpreter Lock in python (this is why I used the multiprocessing module to begin with), but I don't really understand it. Owing to the high-frequency nature of my application, I do not know if the Q monitoring thread and the main process consuming lots of incoming messages will compete for resources and slow each other down.
My questions:
Am I likely to run into trouble in this scenario?
If not, can I add more monitoring threads using the present approach and still be okay? There are at least two other things I would like to monitor at high frequency.
Thanks.
#MestreLion's solution that you've linked creates 50 threads per second in your case.
All you need is a single thread to consume the queue without blocking the rest of the main process:
import threading
def consume(queue, sentinel=None):
for item in iter(queue.get, sentinel):
pass_to_quickfix(item)
threading.Thread(target=consume, args=[queue], daemon=True).start()
GIL may or may not matter for performance in this case. Measure it.
Without knowing your scenario, it's difficult to say anything specific. Your question suggests, that the threads are waiting most of the time via get, so GIL is not a problem. Interprocess communication may result in problems much earlier. There you can think of switching to another protocol, using some kind of TCP-sockets. Then you can write the scheduler more efficient with select instead of threads, as threads are also slow and resource consuming. select is a system function, that allows to monitor many socket-connection at once, therefore it scales incredibly efficient with the amount of connections and needs nearly no CPU-power for monitoring.
Related
I have a pretty basic understanding of multithreading in Python and an even basic-er understanding of asyncio.
I'm currently writing a small Curses-based program (eventually going to be using a full GUI, but that's another story) that handles the UI and user IO in the main thread, and then has two other daemon threads (each with their own queue/worker-method-that-gets-things-from-a-queue):
a watcher thread that watches for time-based and conditional (e.g. posts to a message board, received messages, etc.) events to occur and then puts required tasks into...
the other (worker) daemon thread's queue which then completes them.
All three threads are continuously running concurrently, which leads me to some questions:
When the worker thread's queue (or, more generally, any thread's queue) is empty, should it be stopped until is has something to do again, or is it okay to leave continuously running? Do concurrent threads take up a lot of processing power when they aren't doing anything other than watching its queue?
Should the two threads' queues be combined? Since the watcher thread is continuously running a single method, I guess the worker thread would be able to just pull tasks from the single queue that the watcher thread puts in.
I don't think it'll matter since I'm not multiprocessing, but is this setup affected by Python's GIL (which I believe still exists in 3.4) in any way?
Should the watcher thread be running continuously like that? From what I understand, and please correct me if I'm wrong, asyncio is supposed to be used for event-based multithreading, which seems relevant to what I'm trying to do.
The main thread is basically always just waiting for the user to press a key to access a different part of the menu. This seems like a situation asyncio would be perfect for, but, again, I'm not sure.
Thanks!
When the worker thread's queue (or, more generally, any thread's queue) is empty, should it be stopped until is has something to do again, or is it okay to leave continuously running? Do concurrent threads take up a lot of processing power when they aren't doing anything other than watching its queue?
You should just use a blocking call to queue.get(). That will leave the thread blocked on I/O, which means the GIL will be released, and no processing power (or at least a very minimal amount) will be used. Don't use non-blocking gets in a while loop, since that's going to require a lot more CPU wakeups.
Should the two threads' queues be combined? Since the watcher thread is continuously running a single method, I guess the worker thread would be able to just pull tasks from the single queue that the watcher thread puts in.
If all the watcher is doing is pulling things off a queue and immediately putting it into another queue, where it gets consumed by a single worker, it sounds like its unnecessary overhead - you may as well just consume it directly in the worker. It's not exactly clear to me if that's the case, though - is the watcher consuming from a queue, or just putting items into one? If it is consuming from a queue, who is putting stuff into it?
I don't think it'll matter since I'm not multiprocessing, but is this setup affected by Python's GIL (which I believe still exists in 3.4) in any way?
Yes, this is affected by the GIL. Only one of your threads can run Python bytecode at a time, so won't get true parallelism, except when threads are running I/O (which releases the GIL). If your worker thread is doing CPU-bound activities, you should seriously consider running it in a separate process via multiprocessing, if possible.
Should the watcher thread be running continuously like that? From what I understand, and please correct me if I'm wrong, asyncio is supposed to be used for event-based multithreading, which seems relevant to what I'm trying to do.
It's hard to say, because I don't know exactly what "running continuously" means. What is it doing continuously? If it spends most of its time sleeping or blocking on a queue, it's fine - both of those things release the GIL. If it's constantly doing actual work, that will require the GIL, and therefore degrade the performance of the other threads in your app (assuming they're trying to do work at the same time). asyncio is designed for programs that are I/O-bound, and can therefore be run in a single thread, using asynchronous I/O. It sounds like your program may be a good fit for that depending on what your worker is doing.
The main thread is basically always just waiting for the user to press a key to access a different part of the menu. This seems like a situation asyncio would be perfect for, but, again, I'm not sure.
Any program where you're mostly waiting for I/O is potentially a good for for asyncio - but only if you can find a library that makes curses (or whatever other GUI library you eventually choose) play nicely with it. Most GUI frameworks come with their own event loop, which will conflict with asyncio's. You would need to use a library that can make the GUI's event loop play nicely with asyncio's event loop. You'd also need to make sure that you can find asyncio-compatible versions of any other synchronous-I/O based library your application uses (e.g. a database driver).
That said, you're not likely to see any kind of performance improvement by switching from your thread-based program to something asyncio-based. It'll likely perform about the same. Since you're only dealing with 3 threads, the overhead of context switching between them isn't very significant, so switching from that a single-threaded, asynchronous I/O approach isn't going to make a very big difference. asyncio will help you avoid thread synchronization complexity (if that's an issue with your app - it's not clear that it is), and at least theoretically, would scale better if your app potentially needed lots of threads, but it doesn't seem like that's the case. I think for you, it's basically down to which style you prefer to code in (assuming you can find all the asyncio-compatible libraries you need).
I've been trying to wrap my head around how threads work in Python, and it's hard to find good information on how they operate. I may just be missing a link or something, but it seems like the official documentation isn't very thorough on the subject, and I haven't been able to find a good write-up.
From what I can tell, only one thread can be running at once, and the active thread switches every 10 instructions or so?
Where is there a good explanation, or can you provide one? It would also be very nice to be aware of common problems that you run into while using threads with Python.
Yes, because of the Global Interpreter Lock (GIL) there can only run one thread at a time. Here are some links with some insights about this:
http://www.artima.com/weblogs/viewpost.jsp?thread=214235
http://smoothspan.wordpress.com/2007/09/14/guido-is-right-to-leave-the-gil-in-python-not-for-multicore-but-for-utility-computing/
From the last link an interesting quote:
Let me explain what all that means.
Threads run inside the same virtual
machine, and hence run on the same
physical machine. Processes can run
on the same physical machine or in
another physical machine. If you
architect your application around
threads, you’ve done nothing to access
multiple machines. So, you can scale
to as many cores are on the single
machine (which will be quite a few
over time), but to really reach web
scales, you’ll need to solve the
multiple machine problem anyway.
If you want to use multi core, pyprocessing defines an process based API to do real parallelization. The PEP also includes some interesting benchmarks.
Python's a fairly easy language to thread in, but there are caveats. The biggest thing you need to know about is the Global Interpreter Lock. This allows only one thread to access the interpreter. This means two things: 1) you rarely ever find yourself using a lock statement in python and 2) if you want to take advantage of multi-processor systems, you have to use separate processes. EDIT: I should also point out that you can put some of the code in C/C++ if you want to get around the GIL as well.
Thus, you need to re-consider why you want to use threads. If you want to parallelize your app to take advantage of dual-core architecture, you need to consider breaking your app up into multiple processes.
If you want to improve responsiveness, you should CONSIDER using threads. There are other alternatives though, namely microthreading. There are also some frameworks that you should look into:
stackless python
greenlets
gevent
monocle
Below is a basic threading sample. It will spawn 20 threads; each thread will output its thread number. Run it and observe the order in which they print.
import threading
class Foo (threading.Thread):
def __init__(self,x):
self.__x = x
threading.Thread.__init__(self)
def run (self):
print str(self.__x)
for x in xrange(20):
Foo(x).start()
As you have hinted at Python threads are implemented through time-slicing. This is how they get the "parallel" effect.
In my example my Foo class extends thread, I then implement the run method, which is where the code that you would like to run in a thread goes. To start the thread you call start() on the thread object, which will automatically invoke the run method...
Of course, this is just the very basics. You will eventually want to learn about semaphores, mutexes, and locks for thread synchronization and message passing.
Note: wherever I mention thread i mean specifically threads in python until explicitly stated.
Threads work a little differently in python if you are coming from C/C++ background. In python, Only one thread can be in running state at a given time.This means Threads in python cannot truly leverage the power of multiple processing cores since by design it's not possible for threads to run parallelly on multiple cores.
As the memory management in python is not thread-safe each thread require an exclusive access to data structures in python interpreter.This exclusive access is acquired by a mechanism called GIL ( global interpretr lock ).
Why does python use GIL?
In order to prevent multiple threads from accessing interpreter state simultaneously and corrupting the interpreter state.
The idea is whenever a thread is being executed (even if it's the main thread), a GIL is acquired and after some predefined interval of time the
GIL is released by the current thread and reacquired by some other thread( if any).
Why not simply remove GIL?
It is not that its impossible to remove GIL, its just that in prcoess of doing so we end up putting mutiple locks inside interpreter in order to serialize access, which makes even a single threaded application less performant.
so the cost of removing GIL is paid off by reduced performance of a single threaded application, which is never desired.
So when does thread switching occurs in python?
Thread switch occurs when GIL is released.So when is GIL Released?
There are two scenarios to take into consideration.
If a Thread is doing CPU Bound operations(Ex image processing).
In Older versions of python , Thread switching used to occur after a fixed no of python instructions.It was by default set to 100.It turned out that its not a very good policy to decide when switching should occur since the time spent executing a single instruction can
very wildly from millisecond to even a second.Therefore releasing GIL after every 100 instructions regardless of the time they take to execute is a poor policy.
In new versions instead of using instruction count as a metric to switch thread , a configurable time interval is used.
The default switch interval is 5 milliseconds.you can get the current switch interval using sys.getswitchinterval().
This can be altered using sys.setswitchinterval()
If a Thread is doing some IO Bound Operations(Ex filesystem access or
network IO)
GIL is release whenever the thread is waiting for some for IO operation to get completed.
Which thread to switch to next?
The interpreter doesn’t have its own scheduler.which thread becomes scheduled at the end of the interval is the operating system’s decision. .
Use threads in python if the individual workers are doing I/O bound operations. If you are trying to scale across multiple cores on a machine either find a good IPC framework for python or pick a different language.
One easy solution to the GIL is the multiprocessing module. It can be used as a drop in replacement to the threading module but uses multiple Interpreter processes instead of threads. Because of this there is a little more overhead than plain threading for simple things but it gives you the advantage of real parallelization if you need it.
It also easily scales to multiple physical machines.
If you need truly large scale parallelization than I would look further but if you just want to scale to all the cores of one computer or a few different ones without all the work that would go into implementing a more comprehensive framework, than this is for you.
Try to remember that the GIL is set to poll around every so often in order to do show the appearance of multiple tasks. This setting can be fine tuned, but I offer the suggestion that there should be work that the threads are doing or lots of context switches are going to cause problems.
I would go so far as to suggest multiple parents on processors and try to keep like jobs on the same core(s).
I'm using Celery to queue jobs from a CGI application I made. The way I've set it up, Celery makes each job run one- or two-at-a-time by setting CELERYD_CONCURRENCY = 1 or = 2 (so they don't crowd the processor or thrash from memory consumption). The queue works great, thanks to advice I got on StackOverflow.
Each of these jobs takes a fair amount of time (~30 minutes serial), but has an embarrassing parallelizability. For this reason, I was using Pool.map to split it and do the work in parallel. It worked great from the command line, and I got runtimes around 5 minutes using a new many-cored chip.
Unfortunately, there is some limitation that does not allow daemonic process to have subprocesses, and when I run the fancy parallelized code within the CGI queue, I get this error:
AssertionError: daemonic processes are not allowed to have children
I noticed other people have had similar questions, but I can't find an answer that wouldn't require abandoning Pool.map altogether, and making more complicated thread code.
What is the appropriate design choice here? I can easily run my serial jobs using my Celery queue. I can also run my much faster parallelized jobs without a queue. How should I approach this, and is it possible to get what I want (both the queue and the per-job parallelization)?
A couple of ideas I've had (some are quite hacky):
The job sent to the Celery queue simply calls the command line program. That program can use Pool as it pleases, and then saves the result figures & data to a file (just as it does now). Downside: I won't be able to check on the status of the job or see if it terminated successfully. Also, system calls from CGI may cause security issues.
Obviously, if the queue is very full of jobs, I can make use of the CPU resources (by setting CELERYD_CONCURRENCY = 6 or so); this will allow many people to be "at the front of the queue" at once.Downside: Each job will spend a lot of time at the front of the queue; if the queue isn't full, there will be no speedup. Also, many partially finished jobs will be stored in memory at the same time, using much more RAM.
Use Celery's #task to parallelize within sub-jobs. Then, instead of setting CELERYD_CONCURRENCY = 1, I would set it to 6 (or however many sub jobs I'd like to allow in memory at a time). Downside: First of all, I'm not sure whether this will successfully avoid the "task-within-task" problem. But also, the notion of queue position may be lost, and many partially finished jobs may end up in memory at once.
Perhaps there is a way to call Pool.map and specify that the threads are non-daemonic? Or perhaps there is something more lightweight I can use instead of Pool.map? This is similar to an approach taken on another open StackOverflow question. Also, I should note that the parallelization I exploit via Pool.map is similar to linear algebra, and there is no inter-process communication (each just runs independently and returns its result without talking to the others).
Throw away Celery and use multiprocessing.Queue. Then maybe there'd be some way to use the same "thread depth" for every thread I use (i.e. maybe all of the threads could use the same Pool, avoiding nesting)?
Thanks a lot in advance.
What you need is a workflow management system (WFMS) that manages
task concurrency
task dependency
task nesting
among other things.
From a very high level view, a WFMS sits on top of a task pool like celery, and submits the tasks which are ready to execute to the pool. It is also responsible for opening up a nest and submitting the tasks in the nest accordingly.
I've developed a system to do just that. It's called pomsets. Try it out, and feel free to send me any questions.
I using a multiprocessed deamons based on Twisted with forking and Gearman jobs query normally.
Try to look at Gearman.
I'm making a python script that needs to do 3 things simultaneously.
What is a good way to achieve this as do to what i've heard about the GIL i'm not so lean into using threads anymore.
2 of the things that the script needs to do will be heavily active, they will have lots of work to do and then i need to have the third thing reporting to the user over a socket when he asks (so it will be like a tiny server) about the status of the other 2 processes.
Now my question is what would be a good way to achieve this? I don't want to have three different script and also due to GIL using threads i think i won't get much performance and i'll make things worse.
Is there a fork() for python like in C so from my script so fork 2 processes that will do their job and from the main process to report to the user? And how can i communicate from the forked processes with the main process?
LE:: to be more precise 1thread should get email from a imap server and store them into a database, another thread should get messages from db that needs to be sent and then send them and the main thread should be a tiny http server that will just accept one url and will show the status of those two threads in json format. So are threads oK? will the work be done simultaneously or due to the gil there will be performance issues?
I think you could use the multiprocessing package that has an API similar to the threading package and will allow you to get a better performance with multiple cores on a single CPU.
To view the gain of performance using multiprocessing instead threading, check on this link about the average time comparison of the same program using multiprocessing x threading.
The GIL is really only something to care about if you want to do multiprocessing, that is spread the load over several cores/processors. If that is the case, and it kinda sounds like it from your description, use multiprocessing.
If you just need to do three things "simultaneously" in that way that you need to wait in the background for things to happen, then threads are just fine. That's what threads are for in the first place. 8-I)
I've been trying to wrap my head around how threads work in Python, and it's hard to find good information on how they operate. I may just be missing a link or something, but it seems like the official documentation isn't very thorough on the subject, and I haven't been able to find a good write-up.
From what I can tell, only one thread can be running at once, and the active thread switches every 10 instructions or so?
Where is there a good explanation, or can you provide one? It would also be very nice to be aware of common problems that you run into while using threads with Python.
Yes, because of the Global Interpreter Lock (GIL) there can only run one thread at a time. Here are some links with some insights about this:
http://www.artima.com/weblogs/viewpost.jsp?thread=214235
http://smoothspan.wordpress.com/2007/09/14/guido-is-right-to-leave-the-gil-in-python-not-for-multicore-but-for-utility-computing/
From the last link an interesting quote:
Let me explain what all that means.
Threads run inside the same virtual
machine, and hence run on the same
physical machine. Processes can run
on the same physical machine or in
another physical machine. If you
architect your application around
threads, you’ve done nothing to access
multiple machines. So, you can scale
to as many cores are on the single
machine (which will be quite a few
over time), but to really reach web
scales, you’ll need to solve the
multiple machine problem anyway.
If you want to use multi core, pyprocessing defines an process based API to do real parallelization. The PEP also includes some interesting benchmarks.
Python's a fairly easy language to thread in, but there are caveats. The biggest thing you need to know about is the Global Interpreter Lock. This allows only one thread to access the interpreter. This means two things: 1) you rarely ever find yourself using a lock statement in python and 2) if you want to take advantage of multi-processor systems, you have to use separate processes. EDIT: I should also point out that you can put some of the code in C/C++ if you want to get around the GIL as well.
Thus, you need to re-consider why you want to use threads. If you want to parallelize your app to take advantage of dual-core architecture, you need to consider breaking your app up into multiple processes.
If you want to improve responsiveness, you should CONSIDER using threads. There are other alternatives though, namely microthreading. There are also some frameworks that you should look into:
stackless python
greenlets
gevent
monocle
Below is a basic threading sample. It will spawn 20 threads; each thread will output its thread number. Run it and observe the order in which they print.
import threading
class Foo (threading.Thread):
def __init__(self,x):
self.__x = x
threading.Thread.__init__(self)
def run (self):
print str(self.__x)
for x in xrange(20):
Foo(x).start()
As you have hinted at Python threads are implemented through time-slicing. This is how they get the "parallel" effect.
In my example my Foo class extends thread, I then implement the run method, which is where the code that you would like to run in a thread goes. To start the thread you call start() on the thread object, which will automatically invoke the run method...
Of course, this is just the very basics. You will eventually want to learn about semaphores, mutexes, and locks for thread synchronization and message passing.
Note: wherever I mention thread i mean specifically threads in python until explicitly stated.
Threads work a little differently in python if you are coming from C/C++ background. In python, Only one thread can be in running state at a given time.This means Threads in python cannot truly leverage the power of multiple processing cores since by design it's not possible for threads to run parallelly on multiple cores.
As the memory management in python is not thread-safe each thread require an exclusive access to data structures in python interpreter.This exclusive access is acquired by a mechanism called GIL ( global interpretr lock ).
Why does python use GIL?
In order to prevent multiple threads from accessing interpreter state simultaneously and corrupting the interpreter state.
The idea is whenever a thread is being executed (even if it's the main thread), a GIL is acquired and after some predefined interval of time the
GIL is released by the current thread and reacquired by some other thread( if any).
Why not simply remove GIL?
It is not that its impossible to remove GIL, its just that in prcoess of doing so we end up putting mutiple locks inside interpreter in order to serialize access, which makes even a single threaded application less performant.
so the cost of removing GIL is paid off by reduced performance of a single threaded application, which is never desired.
So when does thread switching occurs in python?
Thread switch occurs when GIL is released.So when is GIL Released?
There are two scenarios to take into consideration.
If a Thread is doing CPU Bound operations(Ex image processing).
In Older versions of python , Thread switching used to occur after a fixed no of python instructions.It was by default set to 100.It turned out that its not a very good policy to decide when switching should occur since the time spent executing a single instruction can
very wildly from millisecond to even a second.Therefore releasing GIL after every 100 instructions regardless of the time they take to execute is a poor policy.
In new versions instead of using instruction count as a metric to switch thread , a configurable time interval is used.
The default switch interval is 5 milliseconds.you can get the current switch interval using sys.getswitchinterval().
This can be altered using sys.setswitchinterval()
If a Thread is doing some IO Bound Operations(Ex filesystem access or
network IO)
GIL is release whenever the thread is waiting for some for IO operation to get completed.
Which thread to switch to next?
The interpreter doesn’t have its own scheduler.which thread becomes scheduled at the end of the interval is the operating system’s decision. .
Use threads in python if the individual workers are doing I/O bound operations. If you are trying to scale across multiple cores on a machine either find a good IPC framework for python or pick a different language.
One easy solution to the GIL is the multiprocessing module. It can be used as a drop in replacement to the threading module but uses multiple Interpreter processes instead of threads. Because of this there is a little more overhead than plain threading for simple things but it gives you the advantage of real parallelization if you need it.
It also easily scales to multiple physical machines.
If you need truly large scale parallelization than I would look further but if you just want to scale to all the cores of one computer or a few different ones without all the work that would go into implementing a more comprehensive framework, than this is for you.
Try to remember that the GIL is set to poll around every so often in order to do show the appearance of multiple tasks. This setting can be fine tuned, but I offer the suggestion that there should be work that the threads are doing or lots of context switches are going to cause problems.
I would go so far as to suggest multiple parents on processors and try to keep like jobs on the same core(s).